{ "_id": "6ac63f76f511ae58c09a8ac7", "Package": "systemicrisk", "Type": "Package", "Title": "Systemic Risk and Network Reconstruction", "Version": "0.4.3", "Date": "2024-05-03", "Authors@R": "c(person(given=\"Axel\",family=\"Gandy\", role=c(\"aut\",\"cre\"),email=\"a.gandy@imperial.ac.uk\"),\nperson(given=\"Luitgard A.M.\",family=\"Veraart\", role=c(\"aut\")))", "Description": "Analysis of risk through liability matrices. Contains a\nGibbs sampler for network reconstruction, where only row and\ncolumn sums of the liabilities matrix as well as some other\nfixed entries are observed, following the methodology of\nGandy&Veraart (2016) . It also\nincorporates models that use a power law distribution on the\ndegree distribution.", "License": "GPL-3", "VignetteBuilder": "knitr", "Encoding": "UTF-8", "RoxygenNote": "7.3.1", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-07 10:05:55 UTC", "User": "root" }, "Author": "Axel Gandy [aut, cre], Luitgard A.M. Veraart [aut]", "Maintainer": "Axel Gandy ", "Repository": "https://agandy.r-universe.dev", "Date/Publication": "2024-05-06 02:39:43 UTC", "RemoteUrl": "https://github.com/cran/systemicrisk", "RemoteRef": "HEAD", "RemoteSha": "cb44589c25416c4da09de4a69f5d11e253e8127c", "_user": "agandy", "_type": "src", "_file": "systemicrisk_0.4.3.tar.gz", "_fileid": "https://r2.ropensci.org/be2ebd5bc15e9ffaa227d1840326bcb16db9a9d374f7e81f13ae045e02a5f1b4", "_filesize": 1049911, "_sha256": "be2ebd5bc15e9ffaa227d1840326bcb16db9a9d374f7e81f13ae045e02a5f1b4", "_expires": "2027-01-15T12:47:48.000Z", "_created": "2026-10-07T10:05:55.000Z", "_published": "2026-10-07T12:47:50.180Z", "_buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267", "_status": "success", "_host": "GitHub-Actions", "_jobs": [ { "job": 112738740702, "time": 135, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11474144314" }, { "job": 112738740967, "time": 108, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11473984552" }, { "job": 112738740889, "time": 87, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11474288173" }, { "job": 112738740748, "time": 107, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11474776396" }, { "job": 112738740801, "time": 129, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "11483118008" }, { "job": 112738740757, "time": 394, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11482233645" }, { "job": 112738740845, "time": 148, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11482054263" }, { "job": 112738740726, "time": 361, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11482118827" }, { "job": 112737283863, "time": 223, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11473839667" }, { "job": 112738740570, "time": 101, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11474711556" }, { "job": 112738740818, "time": 338, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11474916337" }, { "job": 112738740850, "time": 131, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11473934859" }, { "job": 112738740860, "time": 98, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "11474646599" }, { "job": 112738740805, "time": 351, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11475006312" }, { "job": 112738740916, "time": 124, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11474571832" } ], "_upstream": "https://github.com/cran/systemicrisk", "_commit": { "id": "cb44589c25416c4da09de4a69f5d11e253e8127c", "author": "Axel Gandy ", "committer": "cran-robot ", "message": "version 0.4.3\n", "time": 1714963183 }, "_maintainer": { "name": "Axel Gandy", "email": "a.gandy@imperial.ac.uk", "login": "agandy", "description": "", "uuid": 4102758 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "Rcpp", "role": "LinkingTo" }, { "package": "lpSolve", "role": "Imports" }, { "package": "Rcpp", "version": ">= 0.11.2", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "coda", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 5, "_contributors": [ { "user": "agandy", "count": 6, "uuid": 4102758 } ], "_userbio": { "uuid": 4102758, "type": "user", "name": "Axel Gandy", "followers": 4 }, "_downloads": { "count": 390, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/systemicrisk" }, "_searchresults": 64, "_topics": [ "cpp" ], "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/systemicrisk.html" ], "_realowner": "agandy", "_cranurl": false, "_releases": [ { "version": "0.2", "date": "2015-03-19" }, { "version": "0.3", "date": "2015-12-21" }, { "version": "0.4", "date": "2017-01-08" }, { "version": "0.4.1", "date": "2017-11-14" }, { "version": "0.4.2", "date": "2019-01-13" }, { "version": "0.4.3", "date": "2024-05-05" } ], "_exports": [ "calibrate_ER", "calibrate_ER.nonsquare", "calibrate_FitnessEmp", "choosethin", "cloneMatrix", "default", "default_cascade", "default_clearing", "diagnose", "ERE_step_cycle", "findFeasibleMatrix", "findFeasibleMatrix_targetmean", "genL", "getfeasibleMatr", "GibbsSteps_kcycle", "Model.additivelink.exponential.fitness", "Model.fitness.conditionalmeandegree", "Model.fitness.genlambdaparprior", "Model.fitness.meandegree", "Model.Indep.p.lambda", "Model.lambda.constant", "Model.lambda.constant.nonsquare", "Model.lambda.GammaPrior", "Model.lambda.Gammaprior_mult", "Model.p.BetaPrior", "Model.p.Betaprior_mult", "Model.p.constant", "Model.p.constant.nonsquare", "Model.p.Fitness.Servedio", "sample_ERE", "sample_HierarchicalModel", "steps_ERE" ], "_help": [ { "page": "calibrate_ER", "title": "Calibrate ER model to a given density", "topics": [ "calibrate_ER" ] }, { "page": "calibrate_ER.nonsquare", "title": "Calibrate ER model to a given density with a nonsquare matrix", "topics": [ "calibrate_ER.nonsquare" ] }, { "page": "calibrate_FitnessEmp", "title": "Calibrate empirical fitness model to a given density", "topics": [ "calibrate_FitnessEmp" ] }, { "page": "choosethin", "title": "Calibrate Thinning", "topics": [ "choosethin" ] }, { "page": "cloneMatrix", "title": "Creates a deep copy of a matrix", "topics": [ "cloneMatrix" ] }, { "page": "default", "title": "Default of Banks", "topics": [ "default" ] }, { "page": "default_cascade", "title": "Default Cascade", "topics": [ "default_cascade" ] }, { "page": "default_clearing", "title": "Clearing Vector with Bankruptcy Costs", "topics": [ "default_clearing" ] }, { "page": "diagnose", "title": "Outputs Effective Sample Size Diagonistics for MCMC run", "topics": [ "diagnose" ] }, { "page": "ERE_step_cycle", "title": "Does one Gibbs Step on a cycle", "topics": [ "ERE_step_cycle" ] }, { "page": "findFeasibleMatrix", "title": "Finds a Nonnegative Matrix Satisfying Row and Column Sums", "topics": [ "findFeasibleMatrix" ] }, { "page": "findFeasibleMatrix_targetmean", "title": "Creates a feasible starting matrix with a desired mean average degree", "topics": [ "findFeasibleMatrix_targetmean" ] }, { "page": "genL", "title": "Generate Liabilities Matrix from Prior", "topics": [ "genL" ] }, { "page": "getfeasibleMatr", "title": "Creates a feasible starting matrix", "topics": [ "getfeasibleMatr" ] }, { "page": "GibbsSteps_kcycle", "title": "Gibbs sampling step of a matrix in the ERE model", "topics": [ "GibbsSteps_kcycle" ] }, { "page": "Model.additivelink.exponential.fitness", "title": "Fitness model for liabilities matrix", "topics": [ "Model.additivelink.exponential.fitness" ] }, { "page": "Model.fitness.conditionalmeandegree", "title": "Mean out-degree of a node with given fitness in the fitness model", "topics": [ "Model.fitness.conditionalmeandegree" ] }, { "page": "Model.fitness.genlambdaparprior", "title": "Prior distribution for eta and zeta in the fitness model", "topics": [ "Model.fitness.genlambdaparprior" ] }, { "page": "Model.fitness.meandegree", "title": "Mean out-degree of a random node the fitness model", "topics": [ "Model.fitness.meandegree" ] }, { "page": "Model.Indep.p.lambda", "title": "Combination of Independent Models for p and lambda", "topics": [ "Model.Indep.p.lambda" ] }, { "page": "Model.lambda.constant", "title": "Model for a Constant lambda", "topics": [ "Model.lambda.constant" ] }, { "page": "Model.lambda.constant.nonsquare", "title": "Model for a Constant lambda and Non-Square Matrices", "topics": [ "Model.lambda.constant.nonsquare" ] }, { "page": "Model.lambda.GammaPrior", "title": "Model with Gamma Prior on Lambda", "topics": [ "Model.lambda.GammaPrior" ] }, { "page": "Model.lambda.Gammaprior_mult", "title": "Model Using Multiple Independent Components", "topics": [ "Model.lambda.Gammaprior_mult" ] }, { "page": "Model.p.BetaPrior", "title": "Model for a Random One-dimensional p", "topics": [ "Model.p.BetaPrior" ] }, { "page": "Model.p.Betaprior_mult", "title": "Model Using Multiple Independent Components", "topics": [ "Model.p.Betaprior_mult" ] }, { "page": "Model.p.constant", "title": "Model for a Constant p", "topics": [ "Model.p.constant" ] }, { "page": "Model.p.constant.nonsquare", "title": "Model for a constant p and Non-Square Matrices", "topics": [ "Model.p.constant.nonsquare" ] }, { "page": "Model.p.Fitness.Servedio", "title": "Multiplicative Fitness Model for Power Law", "topics": [ "Model.p.Fitness.Servedio" ] }, { "page": "sample_ERE", "title": "Sample from the ERE model with given row and column sums", "topics": [ "sample_ERE" ] }, { "page": "sample_HierarchicalModel", "title": "Sample from Hierarchical Model with given Row and Column Sums", "topics": [ "sample_HierarchicalModel" ] }, { "page": "steps_ERE", "title": "Perform Steps of the Gibbs Sampler of the ERE model", "topics": [ "steps_ERE" ] } ], "_rundeps": [ "lpSolve", "Rcpp" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_vignettes": [ { "source": "HierarchicalModels.Rmd", "filename": "HierarchicalModels.html", "title": "Example: Hierarchical Models", "engine": "knitr::knitr", "headings": [ "An example using the fitness model", "Diagnostic of the R-output" ], "created": "2015-12-21 21:31:24", "modified": "2024-05-06 02:39:43", "commits": 3 }, { "source": "NonSquare.Rmd", "filename": "NonSquare.html", "title": "Non-square Matrices", "engine": "knitr::knitr", "headings": [ "Non-square Matrices" ], "created": "2017-11-14 11:24:25", "modified": "2019-01-13 20:40:03", "commits": 2 }, { "source": "Introduction.Rmd", "filename": "Introduction.html", "title": "Some Introductory Examples", "engine": "knitr::knitr", "headings": [ "An example with 3 banks", "Diagnostic of the R-output", "Default of banks" ], "created": "2015-03-20 00:02:28", "modified": "2024-05-06 02:39:43", "commits": 3 } ], "_score": 3.982271233039568, "_indexed": true, "_nocasepkg": "systemicrisk", "_universes": [ "agandy" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.4.3", "date": "2026-10-07T10:08:13.000Z", "distro": "resolute", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/c9a3f3792dda95685702c9290094910ae8ae3474be44fdd9569a2a0e7933b87e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.7.0", "os": "linux", "version": "0.4.3", "date": "2026-10-07T10:07:47.000Z", "distro": "resolute", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/6ecc8d02350d1795f4073e3e005913733ab95ed435c3d27e09567d2242a5f8c6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "linux", "version": "0.4.3", "date": "2026-10-07T10:07:29.000Z", "distro": "resolute", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/df220acc5017419a3fc6008e32c7401970362d4b5d95d1b70ae453ccd0315945", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "linux", "version": "0.4.3", "date": "2026-10-07T10:07:45.000Z", "distro": "resolute", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/013158f94429c3c37b84a048164adac13e5b4c44c6033b94c4f2f7c789bbc089", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.5.3", "os": "mac", "version": "0.4.3", "date": "2026-10-07T12:46:39.000Z", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/332ad82addd488152bc409c8318a75e14969f4c69051efd44d70510d52765532", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.5.3", "os": "mac", "version": "0.4.3", "date": "2026-10-07T12:35:39.000Z", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/afa76d0aa31f3933999373c8c87d07e05ee862b6548bca4d276b2588b2c628b9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "mac", "version": "0.4.3", "date": "2026-10-07T12:39:49.000Z", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/951f4bfefc5354ee4a025e49006fd55aea47e38572a70479886d0f0693964c42", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "mac", "version": "0.4.3", "date": "2026-10-07T12:35:53.000Z", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/7b03d21be1ca53b65d1771fdadeaac2286c6698ab84b898394e79b0fde47a0c7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.0", "os": "wasm", "version": "0.4.3", "date": "2026-10-07T10:07:55.000Z", "arch": "emscripten", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/ca592d8ab6abc2ce4ad6ee7dcfb0be44ab7b2ff7061dbd651e838c04a32936cb", "status": "success", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.7.0", "os": "win", "version": "0.4.3", "date": "2026-10-07T10:10:44.000Z", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/d8147994fb5d71455c731a2c32a4a7d6a6b1fe08106e4223ac71d134e170ea39", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.7.0", "os": "win", "version": "0.4.3", "date": "2026-10-07T10:07:08.000Z", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/af5f8f1710a621b9862072ee5a4dad25d82448f5b4b897d160045604ffe37f37", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.5.3", "os": "win", "version": "0.4.3", "date": "2026-10-07T10:07:04.000Z", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/468a802ca4e3619c27630a025c8edac4cf943ff35bf138a688f279d829d59a94", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "win", "version": "0.4.3", "date": "2026-10-07T10:11:10.000Z", "arch": "aarch64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/6c6f8bdcbdc409c5a5519d85cb331759ef9047b7d8298fbe9b707c86346093dd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" }, { "r": "4.6.1", "os": "win", "version": "0.4.3", "date": "2026-10-07T10:07:16.000Z", "arch": "x86_64", "commit": "cb44589c25416c4da09de4a69f5d11e253e8127c", "fileid": "https://r2.ropensci.org/706ae20a6eacf402cff1d0350cee6d7d6078d6a13b05def4e4f2225223b323c4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/agandy/actions/runs/37604673267" } ] }